+317.5%
COP vs USFD
+339.9%
-22.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -11.5% | +3.0% | -14.5% | -12.9% |
| 30D | +5.0% | +11.1% | -6.1% | +0.3% |
| 3M | +17.5% | -0.3% | +17.8% | +16.7% |
| 6M | +16.2% | +15.9% | +0.3% | +8.2% |
| YTD | +48.8% | +41.6% | +7.2% | +26.3% |
| 1Y | +64.1% | +49.4% | +14.7% | +35.9% |
| 3Y | +25.7% | +157.8% | -132.2% | -18.1% |
| 5Y | +114.4% | +176.6% | -62.3% | +29.8% |
| 10Y | +331.7% | +375.4% | -43.7% | +99.6% |
| All | +317.5% | +339.9% | -22.4% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling